-25.6%
ELAN vs ALLE
+133.2%
-158.8%
-78.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALLE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +1.0% | +0.1% | +0.5% |
| 7D | +4.0% | +3.6% | +0.5% | +2.0% |
| 30D | +18.8% | +25.9% | -7.1% | +3.5% |
| 3M | +19.0% | +15.8% | +3.2% | +8.7% |
| 6M | +22.8% | +48.1% | -25.2% | -3.6% |
| YTD | +18.3% | +22.0% | -3.6% | +3.4% |
| 1Y | +21.8% | +18.0% | +3.7% | +8.5% |
| 3Y | +153.8% | +93.1% | +60.8% | +64.3% |
| 5Y | -18.9% | +52.1% | -71.0% | -40.5% |
| All | -25.6% | +133.2% | -158.8% | -58.5% |
Cumulative growth
Daily Returns
Daily percentage return beside ALLE.
Daily Out/Under-Performance
Portfolio return minus ALLE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALLE return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 10y: compounded portfolio wealth divided by compounded ALLE wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
10y analysis · Full analysis span regression · 6 months rolling